+1,874.4%
EMR vs ACGL
+4,853.1%
-2,978.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.7% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | +2.0% | +13.7% | -11.8% | -2.0% |
| 3M | +3.8% | +8.0% | -4.2% | +1.2% |
| 6M | +10.5% | +13.3% | -2.8% | +5.8% |
| YTD | +23.7% | +11.8% | +11.9% | +18.5% |
| 1Y | +25.4% | +22.2% | +3.2% | +16.9% |
| 3Y | +86.6% | +32.5% | +54.1% | +67.1% |
| 5Y | +83.0% | +160.2% | -77.2% | +31.8% |
| 10Y | +319.5% | +338.5% | -19.0% | +161.0% |
| All | +1,874.4% | +4,853.1% | -2,978.7% | +774.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling